There are a thousand religions/sects in the world. Most of them are exclusive (as in the 1st Commandment). You have to make a choice to affiliate yourself with one of them (although not everyone chooses to be specific to one denomination).
I don't think it's reminiscent of "1984" to say that people choose their religion. I think people choose who they want to be around and that tends to be among the largest predictors of religious affiliation.
When your beliefs about objective reality include a bunch of made up delusional shit to satisfy oneself emotionally, it’s pretty straightforward to swap one set of fairy tales that didn’t happen for another set of fairy tales that didn’t happen. No harm, no foul.